+142.7%
AMAT vs TLN
+538.9%
-396.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +1.5% |
| 7D | -14.7% | -1.3% | -13.4% | -14.3% |
| 30D | -36.1% | -10.5% | -25.6% | -33.4% |
| 3M | -36.9% | +0.1% | -37.0% | -37.3% |
| 6M | -22.2% | -17.4% | -4.8% | -17.4% |
| YTD | +29.9% | -9.7% | +39.6% | +32.0% |
| 1Y | +43.3% | -12.3% | +55.5% | +46.6% |
| 3Y | +142.7% | +528.3% | -385.6% | +31.7% |
| All | +142.7% | +538.9% | -396.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling